CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2136 |
1.2040 |
-0.0096 |
-0.8% |
1.2109 |
| High |
1.2137 |
1.2087 |
-0.0051 |
-0.4% |
1.2162 |
| Low |
1.2027 |
1.2023 |
-0.0004 |
0.0% |
1.2027 |
| Close |
1.2033 |
1.2077 |
0.0044 |
0.4% |
1.2033 |
| Range |
0.0111 |
0.0064 |
-0.0047 |
-42.5% |
0.0135 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
217,930 |
125,856 |
-92,074 |
-42.2% |
840,399 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2253 |
1.2228 |
1.2111 |
|
| R3 |
1.2189 |
1.2165 |
1.2094 |
|
| R2 |
1.2126 |
1.2126 |
1.2088 |
|
| R1 |
1.2101 |
1.2101 |
1.2082 |
1.2113 |
| PP |
1.2062 |
1.2062 |
1.2062 |
1.2068 |
| S1 |
1.2038 |
1.2038 |
1.2071 |
1.2050 |
| S2 |
1.1999 |
1.1999 |
1.2065 |
|
| S3 |
1.1935 |
1.1974 |
1.2059 |
|
| S4 |
1.1872 |
1.1911 |
1.2042 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2479 |
1.2391 |
1.2107 |
|
| R3 |
1.2344 |
1.2256 |
1.2070 |
|
| R2 |
1.2209 |
1.2209 |
1.2057 |
|
| R1 |
1.2121 |
1.2121 |
1.2045 |
1.2097 |
| PP |
1.2074 |
1.2074 |
1.2074 |
1.2062 |
| S1 |
1.1986 |
1.1986 |
1.2020 |
1.1962 |
| S2 |
1.1939 |
1.1939 |
1.2008 |
|
| S3 |
1.1804 |
1.1851 |
1.1995 |
|
| S4 |
1.1669 |
1.1716 |
1.1958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2162 |
1.2023 |
0.0139 |
1.1% |
0.0068 |
0.6% |
39% |
False |
True |
163,427 |
| 10 |
1.2162 |
1.2007 |
0.0155 |
1.3% |
0.0066 |
0.5% |
45% |
False |
False |
156,560 |
| 20 |
1.2162 |
1.1812 |
0.0350 |
2.9% |
0.0064 |
0.5% |
76% |
False |
False |
158,811 |
| 40 |
1.2162 |
1.1722 |
0.0440 |
3.6% |
0.0066 |
0.6% |
81% |
False |
False |
165,797 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0068 |
0.6% |
65% |
False |
False |
112,370 |
| 80 |
1.2387 |
1.1722 |
0.0665 |
5.5% |
0.0070 |
0.6% |
53% |
False |
False |
84,422 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
53% |
False |
False |
67,599 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0069 |
0.6% |
53% |
False |
False |
56,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2356 |
|
2.618 |
1.2253 |
|
1.618 |
1.2189 |
|
1.000 |
1.2150 |
|
0.618 |
1.2126 |
|
HIGH |
1.2087 |
|
0.618 |
1.2062 |
|
0.500 |
1.2055 |
|
0.382 |
1.2047 |
|
LOW |
1.2023 |
|
0.618 |
1.1984 |
|
1.000 |
1.1960 |
|
1.618 |
1.1920 |
|
2.618 |
1.1857 |
|
4.250 |
1.1753 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2069 |
1.2092 |
| PP |
1.2062 |
1.2087 |
| S1 |
1.2055 |
1.2082 |
|